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In this work, we address the problem of learning provably stable neural network policies for stochastic control systems. While recent work has demonstrated the feasibility of certifying given policies using martingale theory, the problem of…

Machine Learning · Computer Science 2022-05-25 Đorđe Žikelić , Mathias Lechner , Krishnendu Chatterjee , Thomas A. Henzinger

We consider the problem of formally verifying almost-sure (a.s.) asymptotic stability in discrete-time nonlinear stochastic control systems. While verifying stability in deterministic control systems is extensively studied in the…

Machine Learning · Computer Science 2021-12-20 Mathias Lechner , Đorđe Žikelić , Krishnendu Chatterjee , Thomas A. Henzinger

Designing a stabilizing controller for nonlinear systems is a challenging task, especially for high-dimensional problems with unknown dynamics. Traditional reinforcement learning algorithms applied to stabilization tasks tend to drive the…

Systems and Control · Electrical Eng. & Systems 2024-09-16 Thanin Quartz , Ruikun Zhou , Hans De Sterck , Jun Liu

Reinforcement learning has shown promising results in learning neural network policies for complicated control tasks. However, the lack of formal guarantees about the behavior of such policies remains an impediment to their deployment. We…

Machine Learning · Computer Science 2023-12-05 Đorđe Žikelić , Mathias Lechner , Abhinav Verma , Krishnendu Chatterjee , Thomas A. Henzinger

We study the problem of learning controllers for discrete-time non-linear stochastic dynamical systems with formal reach-avoid guarantees. This work presents the first method for providing formal reach-avoid guarantees, which combine and…

Machine Learning · Computer Science 2022-11-30 Đorđe Žikelić , Mathias Lechner , Thomas A. Henzinger , Krishnendu Chatterjee

We investigate the important problem of certifying stability of reinforcement learning policies when interconnected with nonlinear dynamical systems. We show that by regulating the input-output gradients of policies, strong guarantees of…

Systems and Control · Computer Science 2018-10-30 Ming Jin , Javad Lavaei

The problem of synthesizing stochastic explicit model predictive control policies is known to be quickly intractable even for systems of modest complexity when using classical control-theoretic methods. To address this challenge, we present…

Machine Learning · Computer Science 2022-05-24 Ján Drgoňa , Sayak Mukherjee , Aaron Tuor , Mahantesh Halappanavar , Draguna Vrabie

Stochastic policies (also known as relaxed controls) are widely used in continuous-time reinforcement learning algorithms. However, executing a stochastic policy and evaluating its performance in a continuous-time environment remain open…

Machine Learning · Computer Science 2025-10-03 Yanwei Jia , Du Ouyang , Yufei Zhang

We address the problem of safely learning controlled stochastic dynamics from discrete-time trajectory observations, ensuring system trajectories remain within predefined safe regions during both training and deployment. Safety-critical…

Machine Learning · Statistics 2026-02-03 Luc Brogat-Motte , Alessandro Rudi , Riccardo Bonalli

Imitation learning presents an effective approach to alleviate the resource-intensive and time-consuming nature of policy learning from scratch in the solution space. Even though the resulting policy can mimic expert demonstrations…

Robotics · Computer Science 2024-09-04 Amin Abyaneh , Mariana Sosa Guzmán , Hsiu-Chin Lin

We consider the verification of neural network policies for discrete-time stochastic systems with respect to reach-avoid specifications. We use a learner-verifier procedure that learns a certificate for the specification, represented as a…

Machine Learning · Computer Science 2025-07-21 Thom Badings , Wietze Koops , Sebastian Junges , Nils Jansen

We study the problem of learning to stabilize (LTS) a linear time-invariant (LTI) system. Policy gradient (PG) methods for control assume access to an initial stabilizing policy. However, designing such a policy for an unknown system is one…

Machine Learning · Computer Science 2025-05-07 Leonardo F. Toso , Lintao Ye , James Anderson

We present differentiable predictive control (DPC), a method for learning constrained neural control policies for linear systems with probabilistic performance guarantees. We employ automatic differentiation to obtain direct policy…

Systems and Control · Electrical Eng. & Systems 2022-01-28 Jan Drgona , Aaron Tuor , Draguna Vrabie

We propose a novel framework for learning stabilizable nonlinear dynamical systems for continuous control tasks in robotics. The key idea is to develop a new control-theoretic regularizer for dynamics fitting rooted in the notion of…

Systems and Control · Computer Science 2018-11-13 Sumeet Singh , Vikas Sindhwani , Jean-Jacques E. Slotine , Marco Pavone

We consider the adaptive control problem for discrete-time, nonlinear stochastic systems with linearly parameterised uncertainty. Assuming access to a parameterised family of controllers that can stabilise the system in a bounded set within…

Systems and Control · Electrical Eng. & Systems 2025-11-24 Seth Siriya , Jingge Zhu , Dragan Nešić , Ye Pu

Learning-based control of linear systems received a lot of attentions recently. In popular settings, the true dynamical models are unknown to the decision-maker and need to be interactively learned by applying control inputs to the systems.…

Systems and Control · Electrical Eng. & Systems 2022-01-06 Mohamad Kazem Shirani Faradonbeh , Aditya Modi

Reinforcement learning is a powerful paradigm for learning optimal policies from experimental data. However, to find optimal policies, most reinforcement learning algorithms explore all possible actions, which may be harmful for real-world…

Machine Learning · Statistics 2017-11-15 Felix Berkenkamp , Matteo Turchetta , Angela P. Schoellig , Andreas Krause

Neural network controllers have become popular in control tasks thanks to their flexibility and expressivity. Stability is a crucial property for safety-critical dynamical systems, while stabilization of partially observed systems, in many…

Systems and Control · Electrical Eng. & Systems 2021-12-08 Fangda Gu , He Yin , Laurent El Ghaoui , Murat Arcak , Peter Seiler , Ming Jin

Deep Reinforcement Learning (DRL) has achieved remarkable advances in sequential decision tasks. However, recent works have revealed that DRL agents are susceptible to slight perturbations in observations. This vulnerability raises concerns…

Machine Learning · Computer Science 2023-12-15 Buqing Nie , Jingtian Ji , Yangqing Fu , Yue Gao

We present Neural Stochastic Contraction Metrics (NSCM), a new design framework for provably-stable robust control and estimation for a class of stochastic nonlinear systems. It uses a spectrally-normalized deep neural network to construct…

Machine Learning · Computer Science 2021-01-05 Hiroyasu Tsukamoto , Soon-Jo Chung , Jean-Jacques E. Slotine
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